-4.5%
AKAM vs MTUM
+78.7%
-83.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.1% |
| 7D | +1.5% | +0.7% | +0.8% | +1.1% |
| 30D | -13.0% | -2.4% | -10.6% | -11.6% |
| 3M | -19.4% | -3.6% | -15.7% | -18.1% |
| 6M | +0.3% | +23.7% | -23.4% | -12.1% |
| YTD | +22.4% | +22.9% | -0.5% | +7.4% |
| 1Y | +34.8% | +21.8% | +13.1% | +18.8% |
| 3Y | +1.9% | +114.4% | -112.5% | -36.4% |
| All | -4.5% | +78.7% | -83.1% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling